+368.4%
ALL vs HBM
+301.8%
+66.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.1% |
| 7D | -0.1% | +2.4% | -2.5% | -0.4% |
| 30D | +13.8% | -16.0% | +29.8% | +15.0% |
| 3M | -2.8% | -21.3% | +18.6% | -1.5% |
| 6M | +23.7% | -12.2% | +35.9% | +23.2% |
| YTD | +27.3% | +10.7% | +16.6% | +23.1% |
| 1Y | +30.5% | +30.3% | +0.2% | +24.1% |
| 3Y | +113.0% | +432.2% | -319.2% | +70.1% |
| 5Y | +157.6% | +218.8% | -61.2% | +110.4% |
| 10Y | +368.4% | +281.4% | +87.0% | +224.7% |
| All | +368.4% | +301.8% | +66.6% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling